Research Title: Convergence properties of adaptive estimators of time-varying linear systems using basis functions

Author: Mohammad Abdul Qader Abu Naser, Published Year: 2006

Digital Signal Processing Workshop, USA

Faculty: Engineering and Technology

Abstract: The estimation of time-varying linear systems using a basis function approach has been applied in various fields such as equalization of mobile radio channels and in estimation of dynamics in biological systems. Typically, time-varying finite impulse response system models have been employed with recursive least squares or least mean squares adaptation. In this paper the convergence properties of these and other adaptive algorithms employed in this setting are formulated. The use of time-varying ARMA models is also included in the framework that is examined. The relation of the prediction error with the parameter error and the system regressor is exposed, indicating that a previously analyzed class of adaptive algorithms is appropriate for these problems. The convergence of this class of algorithms is dependent on a persistent excitation condition on system signals and a passivity condition on a system operator. Requirements for system regressors to be persistently exciting are derived for the time-varying linear system identification using basis functions, and the relevant operator conditions are described.

Keywords: Adaptive algorithm, Parameter estimation, Convergence

Research Title: Vascular resistance estimation in renal hemodynamics using a time-varying windkessel model

Author: Mohammad Abdul Qader Abu Naser, Published Year: 2005

International Conference on Acoustics, Speech, and Signal Processing, USA

Faculty: Engineering and Technology

Abstract: In studies of the dynamics of renal vascular response to blood pressure variations, measurements of pressure and flow rate are typically utilized to characterize a dynamic response with pressure as input and flow as output. However, the primary regulatory effect is the adjustment of vascular resistance, so that a record of a resistance time series would better serve as the regulated output. Toward this goal, a technique is developed for estimating the parameters of a three-element, time-varying Windkessel model of the renal vasculature that enables resistance estimation. The method is described, analyzed, and applied to renal pressure/flow data from rats.

Keywords: Vascular resistance measurement, Hemodynamics, renal vasculature

Research Title: Analyzing the Dynamic Relationship between Budget Deficit, Inflation, and Interest Rate (A Case from Jordan)

Author: Izzeddien Naef Ananzeh, Published Year: 2016

European Journal of Business and Management, Vol.8, No.29, 2016

Faculty: Business

Abstract: This study, gathered the most important economic variables that influence different countries interest rate such as,inflation and public deficit. Interest rate and inflation play an important role in monetary policy, and influence different countries decisions making regarding economic practices. Also, budget deficit can be used as a tool tomeasure governments’ financial performances. This study comes to investigate the dynamic relationship between budget deficit, inflation, and interest rate in Jordan for the period span from 1992 to 2015. Through employingmore advanced methodologies such as, Johansen Co Integration Test, and Granger Causality Test.Taking into consideration the econometrics analysis and johansen co integration test our study reported for a long-termrelationship between budget deficit, inflation, and interest rate. Also according to the VECM model which refers to refers to there is a long run causality running from interest rate and inflation rate toward budget deficit. Also the results report for a short run causality running from inflation rate, and interest rate toward budget deficit. Finally according to the Granger Causality Test confirm only for a single directional causality running inflation rate to budget deficit. This result imply for short-run impact between budget deficit, and inflation. Finally, Granger Causality Test confirms a single directional causality when comparing running inflation rate to budget deficit, and this result implies for short-term impact between budget deficit, and inflation.

Keywords: Budget Deficit, Interest Rate, Inflation Rate, VAR Model, VECM Model.

Research Title: Examining the Dynamics Relationship between Gold, Oil prices and Stock Markets: Experience from Jordan Economy

Author: Izzeddien Naef Ananzeh, Published Year: 2016

European Journal of Business and Management, 8, No.27, 2016

Faculty: Business

Abstract: The volatilities of gold and oil prices have extensive impacts on the financial activities of any country in the world. Consequently, financial markets and these two commodities have seen a period of extreme volatility raise the issue of the transmission the shocks and contagion between these markets through turmoil periods . for that reason this paper came in order to examine the dynamics relationship between the return of Amman Stock Exchange (ASE) and the price of the most important commodities in the world (crude oil , and gold ) for the period span from Jan 1993 to Apr 2016 . The main conclusion refer for a Long-run causality running from gold prices and oil prices to Amman Stock Market Returns. Also for existing co integration among fluctuations in gold price, and oil price on the stock prices of ASE which has remarkable implications for all investors in the region.

Keywords: Gold, Crude Oil, Stock Markets, VAR, Granger Causality Test.

Research Title: Weak Form Efficiency of the Amman Stock Exchange: An Empirical Analysis (2000-2013)

Author: Izzeddien Naef Ananzeh, Published Year: 2016

International Journal of Business and Management;, Vol. 11, No. 1; 2016

Faculty: Business

Abstract: The Efficient Market Hypothesis (EMH) has been a lot of debates in the literature of finance because of its important implication, and there is no clear-cut case regarding the efficiency of the financial markets for both developed and emerging markets. This empirical study conducted to examine EMH at the weak form level of Amman stock Exchange (ASE) by using daily observations for the period span from 2000 to 2013. Recent econometric procedures utilized for testing the randomness of stock prices for ASE. The results of serial correlation reject the existence of random walks in daily returns of the ASE, and the unit root tests also conclude the return series of ASE are stationary and inefficient at the weak-level. Also the runs tests verify that the stock returns series on ASE are not random, and our final conclusion reports that the ASE is inefficient at the weak form level.

Keywords: efficient market hypotheses, randomness, run test, serial correlation

Research Title: Factors Effecting Trading Volume: A Test of Mixed Distribution Hypothesis

Author: Izzeddien Naef Ananzeh, Published Year: 2015

International Journal of Financial Research, Vol. 6, No. 4; 2015

Faculty: Business

Abstract: This paper investigates the empirical relationship between trading volume and conditional volatility using data from Amman Stock Exchange (ASE) within the framework of Mixed Distribution Hypothesis (MDH). Our sample covered 27 securities, which is most active stocks traded for the period span from 2002 to 2012. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) k Exchange model employed in order to test the persistence in the volatility of stock returns. Our results confirm positive and strong relationship between trading volume for individual stocks and conditional volatility of returns. Moreover, the degree of volatility persistence reduced through the process of adding the contemporaneous volume into the conditional variance equation of GARCH model, and this is according to the predictions of the Mixture of Distributions Hypothesis (MDH).

Keywords: conditional volatility, trading volume, volatility persistence, mixture of distribution hypothesis, Generalized Autoregressive Conditional Heteroskedasticity (GARCH)

Research Title: Power Peaks Allocation Based on Averaging-Adaptive Wavelet Transform

Author: Qadri Jamal Al-Hamarsheh, Published Year: 2016

INTERNATIONAL JOURNAL OF CIRCUITS, SYSTEMS AND SIGNAL PROCESSING , Volume 10

Faculty: Engineering and Technology

Abstract: a One of Orthogonal Frequency Division Multiplexing deficiency has been taken into consideration in this work. A proposition has been made to tackle the Peak to Average Power Ratio (PAPR) problem. The proposed work will be based on a special averaging adaptive wavelet transformation (SAAWT) process. It will be compared with two main works that has been published previously; a neural network (NN)-based and a special averaging technique (SAT)-based. In the NN work, the learning process makes use of a previously published work that is based on three linear coding techniques. The proposed work (SAAWT) consists of three main stages; extracting the needed features, de-noising and the optimization criterion. SAAWT has an enhancement over the SAT that will take the noise clearance enhancement into its consideration. It uses 136880 different combinations of de-noising parameters that are experimentally computed to get the most efficient result with respect to the MSE, SNR and PSNR values. A MATLAB simulation-based of such works has been made in order to check the proposition performance. In this simulation, both of the BER and CCDF curves have been taken into consideration. Furthermore, the bandwidth and channel behaviors have been remain constant. Moreover, two kinds of data have been imposing to this simulation; a random data that is generated randomly by making use of the MATLAB features and a practical data that have been extracted from a funded project entitled by ECEM. From the previously published work the SAT shows promising results in reducing the PAPR effect reached up to 75% over the work in the literature and over the NN-based work. Under the cost of increasing complexity, SAAWT gives further reduction over the SAT reaches up to 6%. This drawback will be examined in the future work.

Keywords: Orthogonal Frequency Division Multiplexing, Neural Network, Linear Codes, De-noising Parameters, Wavelet, Moving Average Filter.

Research Title: Characteristics and Analysis for Mechanical Instrumentation Used to Measure Fluid Viscosity

Author: Nabil Musa Wanas, Published Year: 2016

International Journal of Innovative Science and Modern Engineering (IJISME), 4

Faculty: Engineering and Technology

Abstract: The task of development of the measurement procedure and the general-purpose control equipment which can allow us to analyze fluid rheological properties and to ascertain the dependence of the stress tensor of the sample on the deformation tensor over a wide range of strain rates is urgent nowadays. At the same time the question of providing the continuous inspection of the product properties under the condition of high precision and measuring automation is a matter of principle.

Keywords: viscosimeter, measuring automation.

Research Title: The Use of Genetic Approach to the kinematics of Cutting

Author: Nabil Musa Wanas, Published Year: 2016

World Journal of Mechanics, 6

Faculty: Engineering and Technology

Abstract: This article deals with the use of an interdisciplinary approach to modelling and creation of a complex technical system of different physical nature in relation to the kinematics of cutting and shaping. The professor of the National Technical University of Ukraine Kuznetcov Iu.N, proposed the approach based on generalization of knowledge, methodological basis of which is the theory of evolution of the systems and methods of genetic analysis and synthesis. For generalization of the knowledge in the fundamental sciences is based on the principles of a limited number of elementary generic structures with the introduction of the gene concept. The modelling and synthesis of kinematic cutting schemes are providing the efficiency and viability of genetic and morphological approach. The material point, which can interact with other material points in space and time, simulating anthropogenic system of different origin, is introduced as a material object.

Keywords: genetic approach, kinematics of cutting, technical system, rotary motion, material point

Research Title: WHIRL INTERACTION OF A DRILL BIT WITH THE BORE-HOLE BOTTOM

Author: Nabil Musa Wanas, Published Year: 2015

Modern Mechanical Engineering, 5

Faculty: Engineering and Technology

Abstract: This paper deals with the theoretic simulation of a drill bit whirling under conditions of its contact interaction with the bore-hole bottom rock plane. The bit is considered to be an absolutely rigid ellipsoidal body with uneven surface. It is attached to the lower end of a rotating elastic drill string. In the perturbed state, the bit can roll without sliding on the bore-hole bottom, performing whirling vibrations (the model of dynamic equilibrium with pure rolling when maximum cohesive force does not exceed the ultimate Coulombic friction). To describe these motions, a nonholonomic dynamic model is proposed, constitutive partial differential equations are deduced. With their use, the whirling vibrations of oblong and oblate ellipsoidal bits are analyzed, the functions of cohesive (frictional) forces are calculated. It is shown that the system of elastic drill string and ellipsoidal bit can acquire stable or unstable whirl modes with approaching critical Eulerian values by the parameters of axial force, torque and angular velocity. The analogy of the found modes of motions with ones of the Celtic stones is established. It is shown that the ellipsoidal bits can stop their whirling vibrations and change directions of their circumferential motions in the same manner as the ellipsoidal Celtic stones do. As this takes place, the trajectories of the oblate ellipsoidal bits are characterized by more complicated paths and irregularities. Key words: deep drilling; ellipsoidal bits; nonholonomic dynamics; Celtic stones; instability; forward and backward whirling motions.

Keywords: deep drilling; ellipsoidal bits; nonholonomic dynamics; Celtic stones; instability; forward and backward whirling motions.